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Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems - MaRDI portal

Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems (Q4287607)

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scientific article; zbMATH DE number 550180
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Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems
scientific article; zbMATH DE number 550180

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    Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems (English)
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    12 April 1994
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    likelihood ratio gradient estimator
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    continuous-time Markov chains
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